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Michael Dempster

Professor Emeritus & Founder, Centre For Financial Research, Department Of Pure Mathematics And Statistics at University Of Cambridge

Profile

Michael A H Dempster, was educated at Toronto, Carnegie Mellon and Oxford, and has taught and researched in leading universities on both sides of the Atlantic, including Oxford, Cambridge, Stanford, California-Berkeley, Princeton, Toronto, Melbourne and Rome. He was the first Professor of Finance at the Cambridge Judge Business School and is currently founding Editor-in-Chief of Quantitative Finance and an Associate Editor of Stochastics, Computational Finance and the Journal of Risk Management in Financial Institutions. Michael is founding Editor-in-Chief of the Oxford Handbooks in Finance and founding Co-Editor of the Chapman & Hall /CRC Mathematical Finance Series. He has been consultant to a number of global financial institutions and corporations and several governments and is regularly involved in research presentations and executive education in financial engineering and risk management around the world. Author of over 110 published research articles in leading international journals; his books include Introduction to Optimization Methods (with P R Adby), Stochastic Programming, Large Scale Linear Programming (with G B Dantzig and M Kallio), Derivative Securities (with S R Pliska), Risk Management: Value at Risk and Beyond, Quantitative Fund Management (with G Mitra and G Pflug), Stochastic Optimization in Finance and Energy (with M Bertocchi and G Consigli), The Euro in Danger (with J S Chadha and D S Pickford) and Commodities (with Ke Tang). His work has won several awards and he is an Honorary Fellow of the UK Institute of Actuaries, a foreign member of the Academia Nationale dei Lincei (Italian Academy) and Managing Director of Cambridge Systems Associates Limited, a financial analytics consultancy and software company.

Agenda Sessions